Multidimensional scaling is a technique for exploratory analysis of multidimensional data widely usable in different applications. By means of this technique the image points in a low-dimensional embedding space can be found whose inter-point distances fit the given dissimilarities between the considered objects. In this paper dependence of relative visualization error on the dimensionality of embedding space is investigated. Both artificial and practical data sets have been used. The images in three-dimensional embedding space normally show the structural properties of sets of considered objects with acceptable accuracy, and widening of applications of stereo screens makes three-dimensional visualization very attractive.